Toast your pecans by placing on an ungreased baking sheet in a 350F oven for about 8 minutes until fragrant. Watch closely so they don't burn. Chop very small (use a blender or food processor if you'd like).
Combine all ingredients (except powdered sugar) in a bowl. I recommend using gloves for this step since it's a bit messy!
Cover with plastic wrap and refrigerate for 30 minutes. This makes the dough easy to roll.
Preheat oven to 350F and roll your cookies into small, 1-inch balls and place on a parchment-lined baking sheet.
Bake for 10-12 minutes until set (they shouldn't be browned).
Remove the baking sheet from the oven and let the cookies cool on the baking sheet for a couple minutes, then roll (while warm) in powdered sugar. They will be fragile so be careful.
Let them rest for about 20-30 minutes until cooled then roll again in powdered sugar. More will stick this time because they will be sticky from the first rolling while they were warm.